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Calculate Numerical hessian of predefined function
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I have the following function with two variables alha and beta :
function MSE=mseFunction(alpha,beta,Donnee_6_jours)
moyenneMobile=zeros(240,1);
%Calcul de la moyenne mobile
for i=1:240
moyenneMobile(i)=1/48.*((Donnee_6_jours(i)/2)+sum(Donnee_6_jours(i+1:i+47))+(Donnee_6_jours(i+48)/2));
end
moyenneMobileCentree = padarray(moyenneMobile,24,'both');
composanteSaisonniaire=Donnee_6_jours(25:264)./moyenneMobileCentree(25:264);
composanteSaisonniaireV2 = padarray(composanteSaisonniaire,24,'both');
MatriceComposanteSaisonniaire = reshape(composanteSaisonniaireV2,[48,6]);
MatriceComposanteSaisonniaire(1:24,1)=NaN;
MatriceComposanteSaisonniaire(25:48,6)=NaN;
MedianneComposantsSaisonniers = nanmedian(MatriceComposanteSaisonniaire,2);
LES=zeros(288,1);
LES(25)=moyenneMobileCentree(25);
for i=26:264;
LES(i)=alpha.*moyenneMobileCentree(i)+(1-alpha).*LES(i-1);
end
S=zeros(264,1);
S(1:48,:)=MedianneComposantsSaisonniers;
for j=49:264;
S(j)=beta.*(Donnee_6_jours(j)./LES(j))+(1-beta).*S(j-48);
end
PREV=zeros(264,1);
PREV(26:264)=S(26:264).*LES(25:263);
PREV2=padarray(PREV(:),24,'post');
MSE = mean((Donnee_6_jours(26:264)-PREV2(26:264)).^2);
is there a way in Matlab to calculate the numerical hessian of this function?
Thanks!
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